Are you running a stock HF with the HF ECU? If not, you might not be able to use the shift light. If you are throwing a check engine light, you have a code in the ECU. Pull back the carpet on the passenger side footwell to see the ECU, and count the blinks, that will tell you what's wrong. The only correct way to clear a code is to fix the problem.
It's right below where the CEL is on the other clusters. I don't have a pic of it, look for an HF cluster. It's green and has an arrow pointing up. The one of stef's car doesn't work now because you have to rewire slightly for the A6 swap, removing the wiring to the light.